Construction of processes with stationary independent increments in Lie groups

DOI10.1007/s000130050104zbMath0904.60008OpenAlexW1982990415WikidataQ115390143 ScholiaQ115390143MaRDI QIDQ1383592

Gyula Pap

Publication date: 13 July 1998

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s000130050104

zbMATH Keywords

Lévy processesstochastic differential equationsLie groupsmartingale problem

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (1)

Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group

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